0.45Open0.54Pre Close6 Volume547 Open Interest19.00Strike Price268.00Turnover19.78%IV1.90%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier25DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.5006Delta0.4165Gamma47.33Leverage Ratio-0.0069Theta-0.0055Rho-23.69Eff Leverage0.0196Vega